Sharp approximations of ruin probabilities in the discrete time models
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Publication:2868613
DOI10.1080/03461238.2011.618761zbMath1291.91107MaRDI QIDQ2868613
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.618761
approximations; Solvency II; ruin probabilities; discrete-time risk models; risk management based on internal models; integral operator generated by a risk process; theory of fixed points
91G50: Corporate finance (dividends, real options, etc.)
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